+89.6%
PEP vs ON
+512.2%
-422.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.2% |
| 7D | +4.6% | -4.1% | +8.7% | +4.8% |
| 30D | +14.0% | -10.2% | +24.2% | +14.6% |
| 3M | +5.4% | -12.7% | +18.1% | +5.9% |
| 6M | -5.1% | -32.5% | +27.4% | -4.0% |
| YTD | +3.1% | +28.6% | -25.4% | -1.3% |
| 1Y | +4.8% | +43.4% | -38.6% | -0.7% |
| 3Y | -4.1% | +3.3% | -7.4% | -9.0% |
| 5Y | +3.0% | +22.5% | -19.6% | -7.5% |
| 10Y | +89.6% | +535.7% | -446.1% | +32.8% |
| All | +89.6% | +512.2% | -422.6% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ON wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling